+994.1%
CDW vs WPM
+790.0%
+204.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.2% |
| 7D | +2.6% | +3.1% | -0.5% | +2.4% |
| 30D | +20.4% | -1.8% | +22.2% | +20.3% |
| 3M | +28.5% | +1.0% | +27.5% | +28.3% |
| 6M | +70.6% | -5.4% | +76.1% | +70.7% |
| YTD | +29.1% | +15.9% | +13.2% | +27.6% |
| 1Y | +23.8% | +30.8% | -7.0% | +21.5% |
| 3Y | -14.5% | +222.6% | -237.1% | -20.4% |
| 5Y | -1.6% | +227.4% | -228.9% | -9.1% |
| 10Y | +322.0% | +757.8% | -435.8% | +282.7% |
| All | +994.1% | +790.0% | +204.1% | +924.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WPM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling